RealVol Quarterly Complex Chart

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Market Need               VolX Solution 

The VolX Concept

The Volatility Exchange (VolX) has developed RealVol instruments and RealVol indices based on realized volatility as defined by the RealVol formulas.  RealVol instruments can be listed on any asset and are designed for every major marketplace:  futures, options, securities, and over-the-counter. RealVol indices are available in one real-time version and nine daily versions used for contract settlement of RealVol instruments and to guide investment decisions.  The RealVol daily formula measures daily (close-to-close) realized volatility of an underlying over a predetermined time frame.  Realized volatility measures movement of an underlying regardless of direction.  Never before have market participants been able to speculate on or hedge against actual price risk directly in a listed, centrally cleared, transparent environment.

VolX Quick Start

The VolX FAQ is available at: Frequently Asked Questions

The VolX RealVol Futures Webinar: VolX Webinar

Click the following to display printable brochures (PDFs) of VolX current and future products:

 RealVol Indices
 RealVol Futures

RealVol Instruments

• RealVol futures
• RealVol options
• RealVol ETFs
• RealVol ETNs
• RealVol swaps

RealVol Indices

• RealVol real-time index ("VOL") (real-time, 1-month realized volatility)
• RVOL™ indices (daily, 1-, 3-, and 12-month realized vol, used to settle/expire RealVol instruments)
• RVOV™ indices (daily, 1-, 3-, and 12-month realized vol of vol)
• FVOL™ indices (daily, 1-, 3-, and 12-month modified GARCH forecast of realized vol) (provided courtesy of the Volatility Institute)

RealVol Formulas

• RealVol real-time formula (used to calculate RealVol real-time index)
• RealVol daily formula (used to calculate RVOL and RVOV)
• Volatility Institute modified GARCH model (used to calculate FVOL).

Partial List of RealVol Indices

Date	Index	1RVOL	Chart
		(21-Day)
22 May	RealVol US 500	9.63
22 May	RealVol NASDAQ-100	9.83
22 May	RealVol US Small Cap 2000	15.89
22 May	RealVol Euro 50	10.77
22 May	RealVol Japan 225	22.97
22 May	RealVol Hong Kong 48	13.13
22 May	RealVol S Korea 200	13.17
22 May	RealVol India 50	15.25
22 May	RealVol Canada 60	11.89
22 May	RealVol Brazil	14.33

Date	Index	1RVOL	Chart
		(21-Day)
22 May	RealVol Corn	34.21
22 May	RealVol Crude Oil	23.62
22 May	RealVol Gold	20.44
22 May	RealVol Live Cattle	9.48
22 May	RealVol Natural Gas	37.84
22 May	RealVol Silver	28.94

Date	Index	1RVOL	Chart
		(21-Day)
22 May	RealVol AUD/USD	9.81
22 May	RealVol GBP/USD	8.46
22 May	RealVol CAD/USD	7.59
22 May	RealVol EUR/USD	7.88
22 May	RealVol JPY/USD	11.20
22 May	RealVol CHF/USD	10.62

Date	Index	1RVOL	Chart
		(21-Day)
22 May	RealVol Jap. Gov't. Bond	4.59
22 May	RealVol US 10-Year T-Note	4.23

Complete array of all indices ...

Source of Underlying Data: Bloomberg L.P.

VolX Announcements

	A pioneering study by Mr. Sixiang Li demonstrates how adding an active long RealVol futures overlay can be beneficial to a buy & hold equity index portfolio. For a 4-page summary click here. For the complete paper, click here.
RealVol indices are now available on the go using your handheld device.  Just type m.volx.us.
	RealVol indices and stats are now live on Bloomberg! Simply type VOLX<GO>.
The Volatility Exchange and The Options Insider Launch Weekly Radio Program on Volatility — Volatiliy Views.
	Launch of First Currency RealVol Futures on CME's Globex System.
RSJ Algorithmic Trading Became a Substantial Investor in The Volatility Exchange.

more announcements ...

Coming Events